Reference : Asymptotic normality of randomized periodogram for estimating quadratic variation in ...
Scientific journals : Article
Physical, chemical, mathematical & earth Sciences : Mathematics
http://hdl.handle.net/10993/32887
Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian-fractional Brownian model
English
Azmoodeh, Ehsan mailto [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit >]
Sottinen, Tommi [> >]
Viitasaari, Lauri [> >]
2015
Modern Stochastics: Theory and Applications
2
1
29–49
Yes
International
http://hdl.handle.net/10993/32887
10.15559/15-VMSTA24

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